+68.1%
AMT vs DBX
+12.3%
+55.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +1.0% |
| 7D | +0.4% | -8.6% | +9.0% | +1.7% |
| 30D | +3.7% | -5.2% | +8.9% | +4.5% |
| 3M | +10.7% | -6.4% | +17.1% | +11.6% |
| 6M | +9.3% | +12.7% | -3.5% | +6.8% |
| YTD | +10.9% | +17.2% | -6.2% | +7.4% |
| 1Y | +10.5% | +5.5% | +5.0% | +8.7% |
| 3Y | +15.5% | +24.1% | -8.6% | +8.1% |
| 5Y | -20.6% | +14.2% | -34.8% | -26.0% |
| All | +68.1% | +12.3% | +55.7% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DBX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling